Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201576.9342 | 1002815.2064 | 198761.7277 | 55612524.0996 | 49867715.745 | 5744808.3546 |
Total P&L (%) | 1201.5769 | 1002.8152 | 198.7617 | 55612.5241 | 49867.7157 | 5744.8084 |
Avg Daily Profit (%) | 0.6549 | 0.5466 | 0.1083 | 0.3452 | 0.3393 | 0.222 |
Buy And Hold Return (%) | 664.0364 | 664.0364 | 664.0364 | 664.0364 | 664.0364 | 664.0364 |
Max Trade Drawdown | -67759 | -60294 | -70609 | -53546233 | -47413856 | -33926755 |
Profit Factor | 2.7169 | 3.9129 | 1.559 | 1.2461 | 1.4316 | 1.052 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 44.1341 | 43.3333 | 44.9438 | 44.1341 | 43.3333 | 44.9438 |
Ratio Avg Win / Avg Loss | 3.4391 | 5.1168 | 1.9097 | 1.5773 | 1.8721 | 1.2887 |
Largest Winning Trade | 283860 | 283860 | 64361 | 40626618 | 40626618 | 20869432 |
Largest Losing Trade | -35089 | -22144 | -35089 | -15658585 | -8932413 | -15658585 |
Avg Bars in Trades | 40 | 38 | 42 | 40 | 38 | 42 |
Avg Bars in Winners | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 7246 | 3450 | 3796 | 7246 | 3450 | 3796 |
Profit Streak | 27.4582 | 32.2082 | 0 | 27.4582 | 32.2082 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293316 | 197192 | -213646 | 336295 | 319006 | -157355 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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